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Estimation theory
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Least absolute error estimation in the presence of serial correlation
Weiss, Andrew A.
Persistent link: https://www.econbiz.de/10001274639
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Estimating nonlinear dynamic models using least absolute error estimation
Weiss, Andrew A.
- In:
Econometric theory
7
(
1991
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10001111340
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ARCH and bilinear time series models : comparison and combination
Weiss, Andrew A.
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1985
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001007476
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Asymptotic theory for ARCH models : stability, estimation and testing
Weiss, Andrew A.
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1982
Persistent link: https://www.econbiz.de/10000964653
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